52 citations · 75 across the 17 of their papers we have counts for
4 papers · 2 filters
Strongly consistent nonparametric forecasting and regression for stationary ergodic sequences
S. Yakowitz, L. Gyorfi, J. Kieffer +1
Let be a stationary ergodic time series with values in the product space This study offers what is believed to be the first strongly c…
Limits to consistent on-line forecasting for ergodic time series
L. Gyorfi, G. Morvai, S. Yakowitz
This study concerns problems of time-series forecasting under the weakest of assumptions. Related results are surveyed and are points of departure for the developments here, some o…
Nonparametric inference for ergodic, stationary time series
G. Morvai, S. Yakowitz, L. Gyorfi
The setting is a stationary, ergodic time series. The challenge is to construct a sequence of functions, each based on only finite segments of the past, which together provide a st…
Queueing for ergodic arrivals and services
L. Gyorfi, G. Morvai
In this paper we revisit the results of Loynes (1962) on stability of queues for ergodic arrivals and services, and show examples when the arrivals are bounded and ergodic, the ser…